The Effect of Skewness and Kurtosis Adjustment for Alternative Option Pricing Models
碩士 === 國立中正大學 === 財務金融研究所 === 88 === This thesis contains eight option pricing models, including BS, BS_SKA, SV, SV_SKA, SVJ, SVJ_SKA, SVSI, and SVSI_SKA respectively, stand for the Black-Scholes, the stochastic-volatility model, the stochastic volatility with random jump, the stochastic-volatility...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2000
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| Online Access: | http://ndltd.ncl.edu.tw/handle/61432306715847218791 |